+400.4%
ALAB vs EFA
+48.9%
+351.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.6% | +9.5% |
| 7D | +7.2% | +0.6% | +6.6% | +6.1% |
| 30D | -2.5% | +0.9% | -3.4% | -4.0% |
| 3M | -13.3% | +4.9% | -18.2% | -18.5% |
| 6M | +172.8% | +8.6% | +164.3% | +140.8% |
| YTD | +86.6% | +14.6% | +72.0% | +50.0% |
| 1Y | +65.2% | +22.6% | +42.5% | +18.4% |
| All | +400.4% | +48.9% | +351.5% | +147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling